-18.1%
WDAY vs RNG
+128.1%
-146.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.2% | -6.1% | +0.9% | -2.5% |
| 30D | +5.9% | +9.6% | -3.7% | +2.4% |
| 3M | +42.3% | +83.3% | -41.1% | +12.9% |
| 6M | +34.7% | +77.9% | -43.2% | +8.2% |
| YTD | -13.5% | +139.9% | -153.5% | -36.6% |
| 1Y | -18.1% | +121.7% | -139.7% | -38.1% |
| All | -18.1% | +128.1% | -146.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling